+7.5%
SMR vs TXG
-16.6%
+24.1%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +2.6% | -5.9% | -4.0% |
| 7D | +13.1% | +9.1% | +3.9% | +10.5% |
| 30D | +17.8% | +14.9% | +2.9% | +13.6% |
| 3M | +8.1% | +120.0% | -111.9% | -12.7% |
| 6M | -11.1% | +221.8% | -232.9% | -35.2% |
| YTD | -23.7% | +312.6% | -336.3% | -47.7% |
| 1Y | -69.4% | +398.4% | -467.9% | -80.1% |
| 3Y | +82.6% | +42.1% | +40.5% | +40.1% |
| All | +7.5% | -16.6% | +24.1% | -18.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded TXG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling